Hello everyone!!
How can i implement a new distribution in Mathematica ...i tried using the command
Kiesdist[\[Lambda]_,\[Alpha]_]=ProbabilityDistribution[(\[Alpha] \[Lambda])/(x - 1)^2 (x/(
x - 1))^(\[Alpha] - 1) Exp[-\[Lambda] (x/(x - 1))^\[Alpha]], {x, 0,
1}, Assumptions -> {\[Lambda] > 0, \[Alpha] > 0}]
As i am trying to simulate estimates for this distribution using the following command:
FindDistributionParameters[data,
testDistribution[\[Lambda], \[Alpha]],
ParameterEstimator -> "MaximumLikelihood"]
but i keep on getting an error message that it isn't a recognized distribution anyone knows how can i define this distribution in a way that allows me to deal with it as the built in ones??